Autoliv Inc (ALV)
94.97
-0.20
(-0.21%)
USD |
NYSE |
Nov 04, 16:00
94.99
+0.02
(+0.02%)
Pre-Market: 20:00
Autoliv Max Drawdown (5Y): 63.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.06% |
| September 30, 2024 | 63.06% |
| August 31, 2024 | 63.06% |
| July 31, 2024 | 63.06% |
| June 30, 2024 | 63.06% |
| May 31, 2024 | 63.06% |
| April 30, 2024 | 63.06% |
| March 31, 2024 | 63.06% |
| February 29, 2024 | 63.06% |
| January 31, 2024 | 63.06% |
| December 31, 2023 | 63.06% |
| November 30, 2023 | 63.06% |
| October 31, 2023 | 63.06% |
| September 30, 2023 | 63.06% |
| August 31, 2023 | 63.06% |
| July 31, 2023 | 63.06% |
| June 30, 2023 | 63.06% |
| May 31, 2023 | 63.06% |
| April 30, 2023 | 63.06% |
| March 31, 2023 | 63.06% |
| February 28, 2023 | 63.06% |
| January 31, 2023 | 63.06% |
| December 31, 2022 | 63.06% |
| November 30, 2022 | 63.06% |
| October 31, 2022 | 63.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.06% |
| August 31, 2022 | 63.06% |
| July 31, 2022 | 63.06% |
| June 30, 2022 | 63.06% |
| May 31, 2022 | 63.06% |
| April 30, 2022 | 63.06% |
| March 31, 2022 | 63.06% |
| February 28, 2022 | 63.06% |
| January 31, 2022 | 63.06% |
| December 31, 2021 | 63.06% |
| November 30, 2021 | 63.06% |
| October 31, 2021 | 63.06% |
| September 30, 2021 | 63.06% |
| August 31, 2021 | 63.06% |
| July 31, 2021 | 63.06% |
| June 30, 2021 | 63.06% |
| May 31, 2021 | 63.06% |
| April 30, 2021 | 63.06% |
| March 31, 2021 | 63.06% |
| February 28, 2021 | 63.06% |
| January 31, 2021 | 63.06% |
| December 31, 2020 | 63.06% |
| November 30, 2020 | 63.06% |
| October 31, 2020 | 63.06% |
| September 30, 2020 | 63.06% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
44.82%
Minimum
Nov 2019
63.06%
Maximum
Mar 2020
61.85%
Average
63.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BorgWarner Inc | 65.21% |
| Aptiv PLC | 68.09% |
| Gentex Corp | 35.99% |
| Cooper-Standard Holdings Inc | 97.44% |
| Solid Power Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.92 |
| Beta (5Y) | 1.594 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.92% |
| Historical Sharpe Ratio (5Y) | 0.1046 |
| Historical Sortino (5Y) | 0.1449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.37% |